+319.5%
CDW vs ALLY
+201.0%
+118.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.5% |
| 7D | +9.3% | -0.2% | +9.5% | +9.6% |
| 30D | +15.8% | +3.4% | +12.3% | +14.6% |
| 3M | +21.8% | -11.1% | +32.8% | +27.4% |
| 6M | +58.8% | -11.5% | +70.3% | +65.7% |
| YTD | +22.8% | -12.3% | +35.1% | +27.7% |
| 1Y | +17.9% | +1.1% | +16.8% | +16.2% |
| 3Y | -17.4% | +64.8% | -82.2% | -34.5% |
| 5Y | -5.7% | -6.9% | +1.1% | -11.0% |
| 10Y | +319.5% | +194.9% | +124.5% | +129.1% |
| All | +319.5% | +201.0% | +118.5% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling